PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 41.15 | 2.55 | 32.91 | 2 | 0 | 161 | |||||||||
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| 14 Sept | 395.70 | 29 | -3.75 | 26.59 | 174 | 2 | 283 | |||||||||
| 17 Aug | 416.50 | 57.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Fin Corp Ltd. - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.97
Historical price for 370 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 41.15, which was 2.55 higher than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 161
On 14 Sept PFC was trading at 395.70. The strike last trading price was 29, which was -3.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 283
On 17 Aug PFC was trading at 416.50. The strike last trading price was 57.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PFC 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 0.3 | -0.15 | 33.16 | 116 | -43 | 541 |
| 14 Sept | 395.70 | 1.3 | 0.1 | 27.34 | 466 | 37 | 728 |
| 17 Aug | 416.50 | 1.85 | -0.3 | 28.12 | 6 | -1 | 71 |
For Power Fin Corp Ltd. - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.03
Historical price for 370 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 33.16, the open interest changed by -43 which decreased total open position to 541
On 14 Sept PFC was trading at 395.70. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 27.34, the open interest changed by 37 which increased total open position to 728
On 17 Aug PFC was trading at 416.50. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 28.12, the open interest changed by -1 which decreased total open position to 71
